The cyclical nature of Consumer Sentiments Indices in the US and UK

Joshy Z Easaw, Atanu Ghoshray

Research output: Contribution to journalArticle

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Abstract

The present paper investigates the cyclical nature of Consumer Sentiments Indices (CSIs) for the US and UK. Using Threshold Autoregressive (TAR) models the empirical analysis indicates that the US CSI is mean reverting but adjusts asymmetrically and downwardly rigid.
LanguageEnglish
Pages1994-1998
Number of pages5
JournalJournal of Socio-Economics
Volume37
Issue number5
DOIs
StatusPublished - Oct 2008

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Consumer sentiment
Threshold autoregressive model
Mean-reverting
Empirical analysis

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The cyclical nature of Consumer Sentiments Indices in the US and UK. / Easaw, Joshy Z; Ghoshray, Atanu.

In: Journal of Socio-Economics, Vol. 37, No. 5, 10.2008, p. 1994-1998.

Research output: Contribution to journalArticle

Easaw, Joshy Z ; Ghoshray, Atanu. / The cyclical nature of Consumer Sentiments Indices in the US and UK. In: Journal of Socio-Economics. 2008 ; Vol. 37, No. 5. pp. 1994-1998.
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